How to properly export scene to 3ds Max?
As of Blender 2.8x you can export your entire scene using Alembic or USD (Autodesk is working on adding USD support).


Layout in Blender


Alembic file imported into 3ds Max 2019



3ds is a deprecated file format. For Blender 2.7x export your scene to FBX 6.1 ASCII, this should work immediately. In some cases you have to adjust the settings because it also depends on your 3ds Max version and the version of the fbx plugin installed.


Suzanne in Blender 2.73a


Suzanne in 3ds Max 2012

Other options


Collada (.dae) - For instructions, see: How to export a motion tracked camera to 3ds Max?
Wavefront (.obj) - For exporting multiple obj files, see Export multiple objects to .obj